| 更新時間： | 2019年2月15日 PM 9:37:34 | ||||||
| 恒生指數期權引伸波幅分析 | |||||||
| 日期 | 恒指波幅指數 | 恒生指數 | 20天歷史波幅 | 5天平均數 | 溢價 | 期權引伸波幅合理值 | 偏高 / 偏低 |
| 28/12/18 | 27.170% | 25504.20 | 18.490% | 19.001% | +8.169% | 19.001% | +8.169% |
| 31/12/18 | 25.030% | 25845.70 | 18.819% | 18.870% | +6.160% | 23.520% | +1.510% |
| 02/01/19 | 26.930% | 25130.35 | 20.916% | 19.164% | +7.766% | 23.571% | +3.359% |
| 03/01/19 | 25.170% | 25064.36 | 19.238% | 19.252% | +5.918% | 23.521% | +1.649% |
| 04/01/19 | 22.960% | 25626.03 | 21.282% | 19.749% | +3.211% | 23.966% | -1.006% |
| 07/01/19 | 22.180% | 25835.70 | 20.636% | 20.178% | +2.002% | 23.990% | -1.810% |
| 08/01/19 | 21.110% | 25875.45 | 18.595% | 20.134% | +0.976% | 23.772% | -2.662% |
| 09/01/19 | 20.430% | 26462.32 | 20.106% | 19.972% | +0.458% | 23.416% | -2.986% |
| 10/01/19 | 20.440% | 26521.43 | 19.617% | 20.047% | +0.393% | 23.340% | -2.900% |
| 11/01/19 | 19.640% | 26667.27 | 19.662% | 19.723% | -0.083% | 22.801% | -3.161% |
| 14/01/19 | 20.260% | 26298.33 | 19.584% | 19.513% | +0.747% | 22.077% | -1.817% |
| 15/01/19 | 19.480% | 26830.29 | 20.346% | 19.863% | -0.383% | 22.310% | -2.830% |
| 16/01/19 | 19.200% | 26902.10 | 19.499% | 19.742% | -0.542% | 22.012% | -2.812% |
| 17/01/19 | 19.300% | 26755.63 | 19.649% | 19.748% | -0.448% | 21.857% | -2.557% |
| 18/01/19 | 18.630% | 27090.81 | 19.617% | 19.739% | -1.109% | 21.685% | -3.055% |
| 21/01/19 | 19.130% | 27196.54 | 19.608% | 19.744% | -0.614% | 21.203% | -2.073% |
| 22/01/19 | 19.570% | 27005.45 | 19.672% | 19.609% | -0.039% | 20.897% | -1.327% |
| 23/01/19 | 18.800% | 27008.20 | 19.592% | 19.628% | -0.828% | 20.756% | -1.956% |
| 24/01/19 | 18.250% | 27120.98 | 19.577% | 19.613% | -1.363% | 20.580% | -2.330% |
| 25/01/19 | 17.770% | 27569.19 | 20.000% | 19.690% | -1.920% | 20.498% | -2.728% |
| 28/01/19 | 18.590% | 27576.96 | 20.009% | 19.770% | -1.180% | 20.095% | -1.505% |
| 29/01/19 | 18.500% | 27531.68 | 19.395% | 19.715% | -1.215% | 19.877% | -1.377% |
| 30/01/19 | 18.450% | 27642.85 | 17.098% | 19.216% | -0.766% | 19.216% | -0.766% |
| 31/01/19 | 18.010% | 27942.47 | 17.199% | 18.740% | -0.730% | 22.896% | -4.886% |
| 01/02/19 | 18.240% | 27930.74 | 14.690% | 17.678% | +0.562% | 21.454% | -3.214% |
| 04/02/19 | 18.580% | 27990.21 | 14.255% | 16.528% | +2.052% | 19.650% | -1.070% |
| 08/02/19 | 18.310% | 27946.32 | 14.369% | 15.522% | +2.788% | 17.945% | +0.365% |
| 11/02/19 | 17.660% | 28143.84 | 12.144% | 14.532% | +3.128% | 16.441% | +1.219% |
| 12/02/19 | 17.110% | 28171.33 | 12.163% | 13.524% | +3.586% | 15.191% | +1.919% |
| 13/02/19 | 17.100% | 28497.59 | 12.443% | 13.075% | +4.025% | 14.578% | +2.522% |
| 14/02/19 | 17.000% | 28432.05 | 11.568% | 12.537% | +4.463% | 13.876% | +3.124% |
| 15/02/19 | 18.130% | 27900.84 | 11.872% | 12.038% | +6.092% | 13.225% | +4.905% |